+427.0%
MCK vs EMR
+284.0%
+143.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.6% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +0.4% | -6.8% | +7.2% | +2.2% |
| 3M | +12.1% | +7.5% | +4.6% | +9.6% |
| 6M | -5.4% | +9.9% | -15.3% | -8.8% |
| YTD | +7.8% | +16.0% | -8.2% | +1.6% |
| 1Y | +22.9% | +12.4% | +10.5% | +16.6% |
| 3Y | +110.7% | +60.2% | +50.5% | +72.3% |
| 5Y | +346.2% | +67.9% | +278.3% | +251.5% |
| All | +427.0% | +284.0% | +143.0% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling